-14.9%
GME vs INVH
-4.3%
-10.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.4% | -3.0% | +13.4% | +10.1% |
| 30D | +14.1% | -7.5% | +21.6% | +13.3% |
| 3M | -4.6% | -5.5% | +0.9% | -5.1% |
| 6M | -13.5% | +11.7% | -25.2% | -13.6% |
| YTD | +5.3% | +1.3% | +4.0% | +3.8% |
| 1Y | -14.9% | -6.1% | -8.8% | -12.7% |
| All | -14.9% | -4.3% | -10.6% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling